Determinants of Sovereign Bond Spreads in Emerging Markets: Local Fundamentals and Global Factors vs. Ever-Changing Misalignments
July 10, 2013
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Format: Chicago
Summary
Subject: Asset and liability management, Emerging and frontier financial markets, Financial crises, Financial markets, Financial services, International liquidity, Securities markets, Yield curve
Keywords: Asia and Pacific, Base period, Coefficient of VIX, Debt performance, EMBIG spread, Emerging and frontier financial markets, Emerging market, Emerging market bond, Emerging market country, Emerging market crisis episode, Emerging market debt, Error correction coefficient, Europe, Eurozone debt crisis, Financial risk, Global, International liquidity, Misalignment, Rating indicator, Securities markets, Short-term coefficient, Spreads, WP, Yield curve
Publication Details
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Pages:
42
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Volume:
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DOI:
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Issue:
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Series:
Working Paper No. 2013/164
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Stock No:
WPIEA2013164
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ISBN:
9781475573206
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ISSN:
1018-5941